You are not supposed to exercise during pulling. This is information I got from Oil Pulling.com.
Can we do OP while walking or reading or doing any other work?
No. It is preferable that you should not do any other work while practicing OP. You should sit peacefully with closed eyes with the mind seeing the oil being moved in the mouth in a systematic manner. “Sip, suck, wash and pull through the teeth without great effort or speed” - said Dr. Karach. The procedure given in Aryurveda enjoins one to sit erect with head straight and chin slightly raised and practice with total concentration and no distraction of mind.